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1. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

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2. State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125.

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3. Forward-looking robust portfolio selection. (2013). Cecchetti, Sara ; Sigalotti, Laura.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_913_13.

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4. Implied volatility and risk aversion in a simple model with uncertain growth. (2010). Lundtofte, Frederik.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:v:30:y:2010:i:1:p:182-191.

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5. A mathematical proof of the existence of trends in financial time series. (2009). Fliess, Michel ; Join, Cedric.
   In: Post-Print.
   RePEc:hal:journl:inria-00352834.

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6. State price density estimation via nonparametric mixtures. (2009). Yuan, Ming.
   In: Papers.
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7. Volatility in Equilibrium: Asymmetries and Dynamic Dependencies. (2009). Tauchen, George ; Bollerslev, Tim ; Sizova, Natalia.
   In: CREATES Research Papers.
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8. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Golubev, Yuri ; Hardle, Wolfgang ; Timonfeev, Roman.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2008-001.

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9. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
   In: CREATES Research Papers.
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10. Option Pricing: Real and Risk-Neutral Distributions. (2007). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George.
    In: MPRA Paper.
    RePEc:pra:mprapa:11637.

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11. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-11.

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12. Statistics of Risk Aversion. (2007). Härdle, Wolfgang ; Giacomini, Enzo ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2007-025.

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13. Risky Choice and Type-Uncertainty in Deal or No Deal?. (2007). Gee, C..
    In: Cambridge Working Papers in Economics.
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14. Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim.
    In: CREATES Research Papers.
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15. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael.
    In: CREATES Research Papers.
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16. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet.
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17. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds. (2006). Flavin, Thomas.
    In: Economics Department Working Paper Series.
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18. Two-dimensional risk-neutral valuation relationships for the pricing of options. (2006). Franke, Günter ; Stapleton, Richard ; Huang, James.
    In: Review of Derivatives Research.
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19. Time Dependent Relative Risk Aversion. (2006). Härdle, Wolfgang ; Giacomini, Enzo ; Handel, Michael.
    In: SFB 649 Discussion Papers.
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20. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
    In: Finance and Economics Discussion Series.
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21. Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English). (2006). Derviz, Alexis ; Bruha, Jan ; Brha, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
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22. On Estimating an Assets Implicit Beta. (2006). Stephan, Andreas ; Husmann, Sven.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp640.

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23. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet ; Gurkaynak, Refet. S., .
    In: CEPR Discussion Papers.
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24. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2006). Blanco, Roberto ; Rubio, Gonzalo ; Alonso, Francisco.
    In: Working Papers.
    RePEc:bde:wpaper:0630.

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25. Inferring option-implied investors risk preferences. (2005). Giamouridis, Daniel.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:7:p:479-488.

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26. Extracting expectations from currency option prices: a comparison of methods. (2005). Micu, Marian.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:226.

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27. Estimating the Stochastic Discount Factor without a Utility Function. (2005). Issler, João ; Araujo, Fabio.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:202.

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28. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
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29. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:395.

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30. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
    In: IZA Discussion Papers.
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31. Is the elasticity of intertemporal substitution constant?. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
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32. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hlavka, Zdenek ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-021.

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33. Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-26.

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34. Estimating the stochastic discount factor without a utility function. (2005). Issler, João ; Fernandes, Marcelo ; Araujo, Fabio.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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35. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0537.

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36. State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle. (2005). Renault, Eric ; Garcia, René ; René Garcia, ; Chabi-Yo, Fousseni.
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37. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin.
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38. Exchange rate risks and asset prices in a small open economy. (2004). Derviz, Alexis.
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39. The Econometrics of Option Pricing. (2004). Renault, Eric ; Ghysels, Eric ; Garcia, René.
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40. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
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41. Some Remarks on the Evolution of Risk Preferences. (2003). Schlesinger, Harris.
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43. Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio. (2003). Kobzová, Lucie ; Kadlčáková, Narcisa ; Derviz, Alexis ; Kadlkov, Narcisa .
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44. Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio.
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45. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
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46. Nonparametric Option Pricing under Shape Restrictions. (2002). Ait-Sahalia, Yacine ; Duarte, Jefferson.
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47. Recovering risk aversion from options. (2001). Bliss, Robert R. ; Panigirtzoglou, Nikolaos.
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48. Interpreting the volatility smile: an examination of the information content of option prices. (2001). Weinberg, Steven A..
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49. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
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50. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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